Private school is expensive, so it makes sense that wealthier families are more likely to send kids to these schools. The average cost of private school is $11,000 per year, according to the National Center for Education Statistics. Catholic schools average at about $7,000 and non-religious schools about $22,000.

Top-tier schools, especially those in wealthy metropolitan areas, can cost more than $40,000.

Since income is particularly high in Honolulu, San Francisco, Philadelphia and Wilmington, it's no wonder they made the list, according to Trulia.

Religion also plays a large role. Catholic schools are relatively inexpensive, and about 80% of private school students attend religiously affiliated schools, half of which are Catholic, according to the NCES.

So places like New Orleans, Philadelphia and Cleveland, which have a high share of Catholic residents, tend to have high enrollment in private schools.